+493.9%
TLN vs RNG
+123.8%
+370.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.1% | +2.8% |
| 7D | +10.9% | -0.8% | +11.7% | +10.9% |
| 30D | -6.3% | +11.4% | -17.7% | -6.6% |
| 3M | -10.7% | +72.1% | -82.8% | -12.4% |
| 6M | +1.6% | +67.9% | -66.3% | -0.5% |
| YTD | -13.1% | +144.3% | -157.4% | -18.1% |
| 1Y | -15.1% | +117.5% | -132.6% | -19.0% |
| All | +493.9% | +123.8% | +370.1% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling